I suggest you ...

Need more detailed level of firewall rule option to allow access from Azure Insight resources such as ADF,SA etc.

Azure SQL Database is a major output resource for Data Factory(ADF) and Stream Analytics(SA), but these PaaS applications do not have a static IP address.
Therefore making it impossible to setup a robust Firewall configuration.
We understand that [Allow access to Azure services] is designed to handle this sort of situations, but it is way too loose from security point of view, since it allows access from all the resources on Azure including those are NOT owned by the users.
which is a risk and to achieve more secured environment, many customers demand for a more detailed firewall option, which will allow specific PaaS services level access to Azure SQL DB.